I'm going to start a new project. I'm not especially happy with the interest rate risk model I'm using at work. There's a lot of hand waving going on, and I'm not convinced that prices on assets are altogether accurate.
One problem that I have is that I don't have a bloomberg terminal. I'll have to get specific requests for month-end data from our accounting vendor. Another issue is conceptual. I've got data sets for assets and liabilities. I need to store functions and transformed data somewhere. This means SQL, so I'm going to need to create a dummy project with simplified balance sheet.
I've got a further problem, which is how to express my functions. I need to determine if and how to fit quantlib into SQL.
Subscribe to:
Post Comments (Atom)
New project: IRR model
I'm going to start a new project. I'm not especially happy with the interest rate risk model I'm using at work. There's a lo...
-
I'm going to start a new project. I'm not especially happy with the interest rate risk model I'm using at work. There's a lo...
-
It's been a pretty volatile investing year for me with a lot of both gains and losses. I'm not going to discuss either cases here. I...
-
Presently working my way through the FAR section of the CPA exam. Enjoying it... so far. In other news, purchased some some mid-term call ...
No comments:
Post a Comment